+207.7%
RBA vs UDR
+54.6%
+153.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.7% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | +8.3% | +7.8% | +0.6% | +5.7% |
| 3M | +10.5% | -2.8% | +13.3% | +11.6% |
| 6M | -5.9% | -1.4% | -4.4% | -5.5% |
| YTD | -6.9% | +3.4% | -10.3% | -8.0% |
| 1Y | -4.9% | +9.9% | -14.7% | -7.8% |
| 3Y | +64.5% | +28.5% | +36.0% | +50.6% |
| 5Y | +46.1% | -20.5% | +66.6% | +53.5% |
| All | +207.7% | +54.6% | +153.0% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling